000 04276cam a2200409Ii 4500
001 on1001809138
003 OCoLC
005 20240726104752.0
008 170824s2017 sz ob 001 0 eng d
040 _aNT
_beng
_erda
_epn
_cNT
_dEBLCP
_dNT
_dYDX
020 _a9783319544168
_q((electronic)l(electronic)ctronic)
020 _a3319544160
_q((electronic)l(electronic)ctronic)
050 0 4 _aHG4529
_b.P678 2017
049 _aMAIN
100 1 _aAgarwal, Saurabh,
_e1
245 1 0 _aPortfolio selection using multi-objective optimisation /Saurabh Agarwal.
260 _aCham, Switzerland :
_bPalgrave Macmillan,
_c(c)2017.
300 _a1 online resource
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _adata file
_2rda
504 _a2
505 0 0 _aForeword; Preface; Acknowledgements; Contents; List of Figures; List of Tables; 1 Introduction; 1.1 Systematic Portfolio Selection Decision Making; 1.2 Resolution of Complexities in Portfolio Choice; 1.3 Multi-Objective Portfolio Optimisation; 1.4 Role of Demographics on Portfolio Choice; 1.5 Framework for Multi-Objective Portfolio Optimisation; 1.6 Data Analysed; 1.7 Limitations of the Study; 1.8 Summary and Conclusions; References; 2 Theoretical Underpinnings and Policy Issues; 2.1 Theoretical Underpinnings; 2.1.1 Conceptual Framework for Multiple Objectives
505 0 0 _a2.1.2 Ordinal Ranking of Multiple Objectives2.1.3 Value Judgement; 2.1.4 Goal Programming Model: Theoretical Framework; 2.1.5 Formulation of a General Goal Programming (GP) Model; 2.1.6 Risk and Uncertainty; 2.2 Policy Issues; 2.2.1 Portfolio Selection: Challenges Ahead; 2.2.2 Capital Market Penetration; 2.2.3 Security Lending and Borrowing; 2.2.4 Initial Public Offer (IPO) Underperformance; 2.2.5 Pledging of Shares; 2.2.6 Relevance of Free Cash Flow; 2.2.7 Intra-Day Trading; 2.2.8 Quantitative and Qualitative Analysis; 2.2.9 Value Investing, Growth Investing and Momentum Investing
505 0 0 _a2.3 Summary and ConclusionsReferences; 3 Recent Advances in Portfolio Optimisation; 3.1 International Advances; 3.2 Recent Advances in India; 3.3 Summary and Conclusions; References; 4 Understanding Retail Investors; 4.1 Introduction of Investor's Goals and Constraints; 4.2 Questionnaire for Retail Investor: Analysis and Interpretation; 4.2.1 Profile of the Questionnaire Respondents; 4.2.2 Concept of Equity Portfolio Selection for Investors; 4.2.3 Gains Sought from Equity Portfolio; 4.2.4 Opinion on Performance of Professional Portfolio Managers
505 0 0 _a4.2.5 Comparison of Current and Previous Portfolio Allocation4.2.6 Asset Allocation of Respondents; 4.2.7 Multiple Goals Pursued by Investors; 4.2.8 Multiple Constraints Faced by Investors; 4.2.9 Preference Among Equity-Based Mutual Funds; 4.2.10 Effect of Demographic Factors on Portfolio Objectives; 4.3 Summary and Conclusions; References; 5 Retail Investors and Expert's Disposition Towards Equity Selection; 5.1 Macroeconomic Factors: Analysis and Interpretation; 5.1.1 Macroeconomic Factors Affecting Portfolio Selection; 5.1.2 Portfolio Benchmarks; 5.2 Equity Selection
505 0 0 _a5.2.1 Company Factors Affecting Equity Selection5.2.2 Time Horizon for Tracking Portfolio Returns; 5.2.3 Market Capitalisation; 5.2.4 Social Investing; 5.2.5 Futures and Options (F&O) Market Analysis; 5.3 Outlook of Experts for Portfolio Optimisation; 5.4 Summary and Conclusions; References; 6 Investor's Demographics and Its Impact on Investment Behaviour; 6.1 Factor Analysis for Finding Main Factors Affecting Portfolio Objectives; 6.1.1 Factors Affecting Portfolio Goals; 6.2 Postulations Related to Investor's Demographics and Portfolio Management Variables; 6.3 Summary and Conclusions
530 _a2
_ub
650 0 _aPortfolio management
_xMathematical models.
650 0 _aCapital assets pricing model.
655 1 _aElectronic Books.
856 4 0 _zClick to access digital title | log in using your CIU ID number and my.ciu.edu password.
_uhttpss://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1579381&site=eds-live&custid=s3260518
942 _cOB
_D
_eEB
_hHG.
_m2017
_QOL
_R
_x
_8NFIC
_2LOC
994 _a92
_bNT
999 _c77671
_d77671
902 _a1
_bCynthia Snell
_c1
_dCynthia Snell